Extending DFA-based multiple linear regression inference: application to acoustic impedance models

DOI10.1016/j.physa.2021.126259OpenAlexW3180092076MaRDI QIDQ2078690

Borko D. Stošić, Luiz Henrique Dore, Tatijana Stošić, Ikaro Daniel de Carvalho Barreto

Publication date: 1 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.126259

zbMATH Keywords

time series analysisintersection-union hypothesis testoil well logscale dependent effect sizescale dependent standardized regression coefficients

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• SmartPLS
• care

Cites Work

• High-Dimensional Regression and Variable Selection Using CAR Scores
• A note on power-law cross-correlated processes
• Building multi-scale portfolios and efficient market frontiers using fractal regressions
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